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Standard Deviation of product of two Gaussian Distribution.

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Deepak Kumar
Deepak Kumar 2019년 4월 1일
편집: Torsten 2019년 4월 2일
If we have, Z = X * Y,
where X and Y are Gaussian Distribtuion.
I solved in the Monte Carlo Algorithm, it shows some values for Standard Deviation, but I don't know what is the formula for finding the Standard deviation of product of two Gaussian Distribution ?

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Torsten
Torsten 2019년 4월 1일
https://math.stackexchange.com/questions/1416518/standard-deviation-of-the-product-of-gaussians
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Deepak Kumar
Deepak Kumar 2019년 4월 2일
We are writing a report in our University, If you don't mind, could you please share the source /( reference or Books) of this formula? Thanks in advance.
In the Report we would like to mention that formula source .

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